A terminal\remote desktop server is essentially a client of the database server like a workstation is with the additional caveat that Progress does need to be installed on the terminal server as well. The database itself of course would not reside on the terminal server, it will reside on the database server, see the attached document for steps on how to do this.
If this is a new terminal server, you will need the Progress terminal server installation which is separate from the Progress database server installation. Please contact FIMS support to get that file along with your license. Note also, that if you upgrade Progress on the database server, you will also need to upgrade Progress on the terminal server as well if of course they are separate machines.